Anic Equity¶

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Total return since start: 0.602 %¶

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Equity now: -----------------------------> 48922.13 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42238.53 Kr¶

PnL: ---------------------------------------> -194.75 Kr¶

DD now: ---------------------------------> -7.903 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 11:21:58.292042'

Anic Portfolio¶

Today¶

Return: -0.773 %¶

This Week¶

Return: -0.773 %¶

Total portfolio value¶

Return including deposits: 60.158 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.650000 1655.820000 188.280000 12.830000 1467.540000
JM 6 2.160000 880.800000 18.600000 2.160000 862.200000
HEXPOL B 9 0.520000 1034.100000 16.200000 1.590000 1017.900000
Sagax B 4 1.360000 863.600000 11.600000 1.360000 852.000000
Platzer Fastigheter Holding B 12 1.130000 969.600000 10.800000 1.130000 958.800000
Orrön Energy 180 0.350000 2047.500000 9.900000 0.490000 2037.600000
Atrium Ljungberg B 5 1.020000 942.500000 9.500000 1.020000 933.000000
Hoist Finance 35 0.890000 987.000000 8.750000 0.890000 978.250000
BioGaia B 8 0.860000 936.000000 8.000000 0.860000 928.000000
Catena 2 0.860000 796.400000 6.800000 0.860000 789.600000
EQT 4 0.770000 836.000000 6.400000 0.770000 829.600000
AcadeMedia 8 0.600000 405.200000 4.000000 1.000000 401.200000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Biotage 7 0.220000 941.500000 2.100000 0.220000 939.400000
ASSA ABLOY B 3 0.270000 779.100000 2.100000 0.270000 777.000000
Gränges 9 0.000000 926.100000 0.000000 0.000000 926.100000
Bilia A 8 -0.360000 896.000000 -1.600000 -0.180000 897.600000
Clas Ohlson B 12 -0.250000 968.400000 -2.400000 -0.250000 970.800000
Byggmax Group 33 -0.280000 951.720000 -2.640000 -0.280000 954.360000
SKF B 5 -0.290000 935.250000 -2.750000 -0.290000 938.000000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Hexatronic Group 12 -1.140000 953.520000 -11.040000 -1.140000 964.560000
OX2 13 -1.170000 936.650000 -11.050000 -1.170000 947.700000
Alimak Group 11 -1.540000 911.900000 -14.300000 -1.540000 926.200000
Nordic Waterproofing Holding 7 -2.180000 943.600000 -21.000000 -2.180000 964.600000
Latour B 4 -2.990000 829.600000 -25.600000 -2.990000 855.200000
Addnode Group B 11 -2.990000 891.000000 -27.500000 -2.990000 918.500000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Indutrade 5 -3.170000 1176.000000 -38.500000 -3.170000 1214.500000
Hexagon B 26 -1.240000 3408.600000 -42.900000 -1.240000 3451.500000
Bufab 3 -4.500000 1056.600000 -49.800000 -4.500000 1106.400000
BHG Group 97 -4.330000 1392.920000 -62.080000 -4.270000 1455.000000
Vitec Software Group B 2 -6.640000 1012.000000 -72.000000 -6.640000 1084.000000
INVISIO 16 -2.170000 3600.000000 -80.000000 -2.170000 3680.000000
TOTAL 42238.530000 -194.750000 -7.90322% 42433.280000

Updated:¶

'2023-07-03 11:22:14.951461'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶